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V-Lab

Autobacs Seven Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.36% (-0.71%)
Analysis last updated: Friday, February 13, 2026 at 09:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Autobacs Seven Co Ltd SGARCH
paramt-stat
ω1.28357.25
α0.14735.21
β0.662112.78
γ10.17873.53
γ2-0.3274-4.38
γ30.23565.04
γ4-0.1320-3.24
γ50.06401.53
γ6-0.0390-0.55
γ70.05290.64
γ8-0.0919-1.40
γ90.14521.93
Estimation Period:
Aug 30, 1993 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts